+347.1%
C vs LNG
+1,188.2%
-841.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | 0.0% |
| 7D | -0.4% | -5.5% | +5.1% | 0.0% |
| 30D | -5.2% | +5.7% | -10.9% | -5.6% |
| 3M | -9.1% | +10.7% | -19.8% | -9.8% |
| 6M | -1.6% | +23.1% | -24.6% | -3.2% |
| YTD | +6.9% | +52.4% | -45.5% | +3.5% |
| 1Y | +23.0% | +40.0% | -17.1% | +19.7% |
| 3Y | +216.1% | +76.0% | +140.1% | +202.6% |
| 5Y | +112.2% | +194.7% | -82.4% | +95.5% |
| 10Y | +208.8% | +726.7% | -517.9% | +166.5% |
| All | +347.1% | +1,188.2% | -841.2% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling